Updated at 2025-06-26 20:01:38.751025
Conversion successful!
Created: C:/Users/Chris/Python/format_csv.py
Before update data summary:
Date range: 2011-08-18 to 2025-06-25
Number of rows: 5028
CSV is already up to date.
After update (unchanged) data summary:
Date range: 2011-08-18 to 2025-06-25
Number of rows: 5028
=== CALLING bitcoin_analysis_package ===
Before update data summary:
Date range: 2011-08-18 to 2025-06-25
Number of rows: 5028
CSV is already up to date.
After update (unchanged) data summary:
Date range: 2011-08-18 to 2025-06-25
Number of rows: 5028
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5027 2025-06-25 106047.40625 108168.398438 105881.390625 107361.257812 1.238929 Wednesday 2025 15.013078 Year1 15.013078 2 30.076521 June 2.603241 26 6.311457 2H_June 1.710628
✅ Complete Bitcoin analysis completed successfully!
=== FINISHED bitcoin_analysis_package ===
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5027 2025-06-25 106047.40625 108168.398438 105881.390625 107361.257812 1.238929 Wednesday 2025 15.013078 Year1 15.013078 2 30.076521 June 2.603241 26 6.311457 2H_June 1.710628
Output folder: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-26.1 Success! PDF saved to: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-26.1\btc_report_2025-06-26.pdf
1-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9 | 1 | October | 16.71% | 14.6% | 72.94% | -31.96% | 61.22% | 425 | False | 10.93% | 12.75% | 75% | 124 | 49.98% | 48.73% | 100% | 93 | -4.05% | -4.46% | 33.33% | 93 | 12.82% | 28.54% | 80.87% | 115 |
| 1 | 2 | February | 11.48% | 11.63% | 71.21% | -31.49% | 65.17% | 396 | False | 10.85% | 4.71% | 50% | 116 | 26.93% | 30.1% | 75% | 112 | -5.89% | 1.63% | 66.67% | 84 | 9.11% | 11.06% | 100% | 84 |
| 10 | 3 | November | 40.82% | 11.54% | 65.06% | -37.01% | 450.16% | 415 | False | 24.9% | 25.19% | 100% | 120 | 165.87% | 54.61% | 66.67% | 90 | -13.89% | -16.22% | 33.33% | 90 | 2.39% | 8.8% | 52.17% | 115 |
| 6 | 4 | July | 10.19% | 9.92% | 69.23% | -9.06% | 40.61% | 403 | False | 15.4% | 13.69% | 75% | 124 | 14.7% | 15.83% | 100% | 93 | 9.59% | 16.84% | 66.67% | 93 | -0.68% | -4.06% | 33.33% | 93 |
| 0 | 5 | January | 5.72% | 9.7% | 57.54% | -32.43% | 54.53% | 431 | False | 8.05% | 8.22% | 75% | 124 | 19.57% | 12% | 75% | 124 | -11.31% | -16.74% | 33.33% | 93 | 1.04% | -7.6% | 34.44% | 90 |
| 4 | 6 | May | 9.92% | 7.06% | 57.14% | -35.39% | 70.36% | 434 | False | 11.01% | 10.39% | 100% | 124 | 9.38% | 1.28% | 50% | 124 | 1.75% | -15.61% | 33.33% | 93 | 17.37% | -3.2% | 33.33% | 93 |
| 3 | 7 | April | 11.25% | 5.4% | 64.29% | -17.32% | 46.47% | 420 | False | 7.41% | 5.19% | 75% | 120 | 21.22% | 20.07% | 75% | 120 | 4.94% | -1.31% | 33.33% | 90 | 9.42% | 2.67% | 66.67% | 90 |
| 5 | 8 | June | 1.37% | 2.12% | 56.63% | -37.3% | 27.85% | 415 | True | 10.71% | 11.08% | 50% | 120 | -6.91% | -6.02% | 47.83% | 115 | -16.65% | -14.77% | 33.33% | 90 | 17.51% | 14.67% | 100% | 90 |
| 2 | 9 | March | 12.27% | -1.96% | 42.86% | -32.83% | 186.76% | 434 | False | -3.75% | -3.43% | 25% | 124 | 51.09% | 13.88% | 50% | 124 | -15.03% | -17.57% | 33.33% | 93 | 9.15% | 8.05% | 66.67% | 93 |
| 8 | 10 | September | -4.03% | -3.11% | 36.32% | -39.75% | 19.8% | 413 | False | 6.54% | 6.96% | 75% | 120 | -5.63% | -6.97% | 0% | 90 | -9.14% | -5.96% | 0% | 90 | -9.92% | 2.58% | 53.1% | 113 |
| 11 | 11 | December | 6.64% | -3.2% | 49.65% | -34.61% | 47.15% | 431 | False | 20.26% | 18.54% | 75% | 124 | -4.59% | -18.96% | 33.33% | 93 | -8.45% | -6.98% | 0% | 93 | 12.92% | 12% | 74.38% | 121 |
| 7 | 12 | August | 1.67% | -8.31% | 37.71% | -26.61% | 65.78% | 411 | False | -1.24% | -2.85% | 50% | 124 | 36.78% | 30.92% | 100% | 93 | -13.65% | -13.86% | 0% | 93 | -13% | -11.26% | 0% | 101 |
2-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-December | 40.27% | 27.46% | 64.29% | -41.42% | 259.63% | 14 | False | 50.53% | 35.82% | 100% | 4 | 116.89% | 115.72% | 66.67% | 3 | -21.93% | -19.35% | 0% | 3 | 19.18% | 29.92% | 75% | 4 |
| 9 | 2 | October-November | 79.1% | 25.99% | 64.29% | -39.81% | 786.97% | 14 | False | 39.7% | 37.14% | 100% | 4 | 315.63% | 129.95% | 100% | 3 | -18.21% | -11.58% | 0% | 3 | 14.07% | 15.4% | 50% | 4 |
| 8 | 3 | September-October | 11.47% | 18.8% | 71.43% | -58.75% | 59.14% | 14 | False | 16.89% | 18.8% | 100% | 4 | 41.76% | 35.91% | 100% | 3 | -12.45% | -10.16% | 33.33% | 3 | 1.26% | 14.53% | 50% | 4 |
| 3 | 4 | April-May | 23.47% | 17.47% | 64.29% | -36.48% | 114.5% | 14 | False | 18.89% | 16.99% | 75% | 4 | 34.68% | 30.36% | 75% | 4 | 5.33% | 8.17% | 66.67% | 3 | 32.77% | -4.41% | 33.33% | 3 |
| 1 | 5 | February-March | 34.18% | 12.27% | 64.29% | -43.36% | 373.65% | 14 | False | 9.36% | 0.57% | 50% | 4 | 110.7% | 44.28% | 75% | 4 | -18.94% | -31.73% | 33.33% | 3 | 18.37% | 19.99% | 100% | 3 |
| 5 | 6 | June-July | 11.07% | 11.29% | 69.23% | -26.61% | 79.5% | 13 | True | 28.16% | 18.71% | 75% | 4 | 4.16% | 11.29% | 66.67% | 3 | -10.26% | -7.29% | 33.33% | 3 | 16.54% | 18.02% | 100% | 3 |
| 11 | 7 | December-January | 12.6% | 9.48% | 64.29% | -42.33% | 68.2% | 14 | False | 42.35% | 47.52% | 100% | 4 | -19.51% | -28.27% | 33.33% | 3 | -7.21% | -14.04% | 33.33% | 3 | 21.79% | 18.09% | 75% | 4 |
| 4 | 8 | May-June | 14.13% | 5.83% | 69.23% | -47.06% | 104.26% | 13 | False | 23% | 19.82% | 100% | 4 | 2.47% | -35.99% | 33.33% | 3 | -11.73% | -30.92% | 33.33% | 3 | 39.81% | 11.01% | 100% | 3 |
| 0 | 9 | January-February | 18.65% | 5.8% | 64.29% | -25.69% | 153.25% | 14 | False | 18.45% | 14.02% | 100% | 4 | 55.71% | 39.64% | 75% | 4 | -19.04% | -24.85% | 0% | 3 | 7.19% | 2.64% | 66.67% | 3 |
| 2 | 10 | March-April | 27.83% | 1.93% | 64.29% | -18.66% | 317.18% | 14 | False | 0.8% | 0.7% | 75% | 4 | 92.47% | 20.5% | 100% | 4 | -13.99% | -12.91% | 0% | 3 | 19.5% | 26.31% | 66.67% | 3 |
| 6 | 11 | July-August | 13.69% | 0.49% | 53.85% | -25.15% | 92.02% | 13 | False | 15.31% | 10.82% | 50% | 4 | 56.56% | 43.16% | 100% | 3 | -4.92% | 0.49% | 66.67% | 3 | -12.73% | -12.46% | 0% | 3 |
| 7 | 12 | August-September | 0.14% | -5.1% | 30.77% | -32.98% | 51.48% | 13 | False | 5.56% | -2.16% | 25% | 4 | 28.76% | 29.13% | 100% | 3 | -21.39% | -16.59% | 0% | 3 | -14.18% | -17.03% | 0% | 3 |
3-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-January | 47.09% | 30.53% | 78.57% | -45.86% | 294.52% | 14 | False | 77.59% | 65.94% | 100% | 4 | 105% | 57.73% | 66.67% | 3 | -22.95% | -35.83% | 33.33% | 3 | 25.69% | 20.64% | 100% | 4 |
| 9 | 2 | October-December | 73.81% | 27.94% | 64.29% | -44.02% | 479.8% | 14 | False | 70.92% | 53.16% | 100% | 4 | 235.36% | 220.84% | 100% | 3 | -25.5% | -17.6% | 0% | 3 | 30.04% | 25.57% | 50% | 4 |
| 8 | 3 | September-November | 74.26% | 25.94% | 64.29% | -60.13% | 775.53% | 14 | False | 46.1% | 46.78% | 100% | 4 | 302.19% | 110.12% | 100% | 3 | -26.35% | -21.29% | 0% | 3 | 6.92% | 12.09% | 50% | 4 |
| 4 | 4 | May-July | 23.52% | 20.24% | 61.54% | -38.04% | 111.72% | 13 | False | 41.29% | 35.36% | 100% | 4 | 17.93% | -28.21% | 33.33% | 3 | -8.28% | -16.42% | 33.33% | 3 | 37.2% | 20.24% | 66.67% | 3 |
| 1 | 5 | February-April | 55.46% | 15% | 57.14% | -44.1% | 589.06% | 14 | False | 11.74% | 7.03% | 50% | 4 | 173.9% | 57.28% | 75% | 4 | -18.41% | -8.94% | 0% | 3 | 29.68% | 26.37% | 100% | 3 |
| 11 | 6 | December-February | 29.23% | 14.17% | 64.29% | -50.86% | 170.62% | 14 | False | 87.04% | 95.07% | 75% | 4 | -23.75% | -24.28% | 33.33% | 3 | -0.78% | -4.51% | 33.33% | 3 | 33.66% | 29.88% | 100% | 4 |
| 2 | 7 | March-May | 37.2% | 12.29% | 71.43% | -27.37% | 281.48% | 14 | False | 11.63% | 10.57% | 100% | 4 | 95.25% | 58.51% | 75% | 4 | -13.37% | -26.51% | 33.33% | 3 | 44.46% | 17.6% | 66.67% | 3 |
| 7 | 8 | August-October | 22.15% | 11.97% | 69.23% | -42.08% | 125.3% | 13 | False | 15.21% | 15.25% | 100% | 4 | 93.79% | 108.18% | 100% | 3 | -24.16% | -18.42% | 0% | 3 | 6.07% | 8.95% | 66.67% | 3 |
| 3 | 9 | April-June | 28.02% | 7.61% | 61.54% | -56.23% | 162.95% | 13 | False | 31.56% | 38.62% | 75% | 4 | 27.83% | -6.25% | 33.33% | 3 | -7.69% | -7.81% | 33.33% | 3 | 59.19% | 7.61% | 100% | 3 |
| 0 | 10 | January-March | 54.24% | 2.72% | 50% | -50.08% | 626.21% | 14 | False | 15.4% | 1.61% | 50% | 4 | 182.02% | 56.73% | 75% | 4 | -29.83% | -37.86% | 0% | 3 | 19.75% | 10.89% | 66.67% | 3 |
| 6 | 11 | July-September | 11.88% | 1% | 53.85% | -38.89% | 85.15% | 13 | False | 23.85% | 9.48% | 75% | 4 | 47.23% | 41.2% | 100% | 3 | -12.75% | -2.68% | 33.33% | 3 | -14.8% | -11.5% | 0% | 3 |
| 5 | 12 | June-August | 14.48% | 0.42% | 61.54% | -36.88% | 106.02% | 13 | True | 28.62% | 15.31% | 75% | 4 | 44.23% | 26.49% | 100% | 3 | -22.3% | -23.7% | 0% | 3 | 2.65% | 0.42% | 66.67% | 3 |
6-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 1 | September-February | 86.19% | 66.01% | 64.29% | -47.08% | 330.1% | 14 | False | 167.12% | 168.72% | 100% | 4 | 146.54% | 117.88% | 66.67% | 3 | -25.88% | -45.96% | 33.33% | 3 | 44.05% | 38.96% | 50% | 4 |
| 9 | 2 | October-March | 125.23% | 53.4% | 78.57% | -37.92% | 687.47% | 14 | False | 309.75% | 260.61% | 100% | 4 | 108.09% | 60.16% | 100% | 3 | -9.53% | -37.3% | 33.33% | 3 | 54.63% | 38.42% | 75% | 4 |
| 7 | 3 | August-January | 103.32% | 45.64% | 61.54% | -62.83% | 721.32% | 13 | False | 106.41% | 89.49% | 100% | 4 | 323.16% | 255.38% | 66.67% | 3 | -39.78% | -55.83% | 0% | 3 | 22.49% | 29.44% | 66.67% | 3 |
| 11 | 4 | December-May | 104.03% | 45.3% | 71.43% | -44.3% | 932.36% | 14 | False | 310.01% | 149.6% | 100% | 4 | -37.58% | -43.92% | 0% | 3 | 44.9% | 58.56% | 66.67% | 3 | 48.6% | 45.3% | 100% | 4 |
| 6 | 5 | July-December | 121.97% | 45.02% | 69.23% | -49.84% | 718.7% | 13 | False | 102.98% | 74.8% | 100% | 4 | 404.5% | 462.97% | 100% | 3 | -36.4% | -42.16% | 0% | 3 | 23.14% | 38.69% | 66.67% | 3 |
| 0 | 6 | January-June | 81.65% | 44.32% | 69.23% | -56.9% | 576.21% | 13 | False | 43.8% | 46.32% | 100% | 4 | 250.72% | 155.14% | 100% | 3 | -41.1% | -53.99% | 0% | 3 | 85.8% | 84.33% | 66.67% | 3 |
| 10 | 7 | November-April | 135.98% | 43.93% | 71.43% | -38.65% | 1171.64% | 14 | False | 404.54% | 206.19% | 100% | 4 | 41.84% | 43.64% | 66.67% | 3 | -1.29% | -16.42% | 33.33% | 3 | 40.98% | 47.41% | 75% | 4 |
| 5 | 8 | June-November | 111.69% | 42.85% | 69.23% | -47% | 776.49% | 13 | True | 82.81% | 75.72% | 100% | 4 | 387.4% | 332.88% | 100% | 3 | -44.3% | -45.97% | 0% | 3 | 30.5% | 38.57% | 66.67% | 3 |
| 4 | 9 | May-October | 54.16% | 31.17% | 76.92% | -45.54% | 377% | 13 | False | 63.52% | 57.77% | 100% | 4 | 142.9% | 45.52% | 100% | 3 | -34.02% | -31.81% | 0% | 3 | 41.12% | 31.17% | 100% | 3 |
| 1 | 10 | February-July | 75.2% | 30.4% | 76.92% | -39.4% | 384.14% | 13 | False | 52.64% | 59.83% | 100% | 4 | 201.9% | 196.25% | 100% | 3 | -30.26% | -27.52% | 0% | 3 | 84.07% | 30.4% | 100% | 3 |
| 2 | 11 | March-August | 62.14% | 12.04% | 61.54% | -53.59% | 297.45% | 13 | False | 41.85% | 33.7% | 75% | 4 | 194.46% | 281.75% | 100% | 3 | -32.92% | -31.97% | 0% | 3 | 51.93% | 12.04% | 66.67% | 3 |
| 3 | 12 | April-September | 44.76% | -3.17% | 46.15% | -57.33% | 303.8% | 13 | False | 63.26% | 57.17% | 75% | 4 | 103.52% | 32.2% | 66.67% | 3 | -25.36% | -14.01% | 0% | 3 | 31.44% | -3.17% | 33.33% | 3 |
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Analysis includes 3 years matching cycle year(s) Year 1: 2013, 2017, 2021 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2021 (Cycle Year 1): +57.18% Average Year-End Return (Cycle Year 1): +2261.79% Median Year-End Return (Cycle Year 1): +1291.13% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years
Calculating best fit line from start to end of data...
============================================================ BEST FIT LINE FROM START TO END SUMMARY: ============================================================ Total Data Period: 5028 days R-squared: 0.886864 Scale Type: Log Scale Daily Growth Rate: 0.1828% Annual Growth Rate: 94.77% Historical Performance: Start Price: $10.90 End Price: $107361.26 Total Change: $107350.36 (984865.67%) 1000-Day Projection: Projected Price: $1546837.38 Projected Change: $1439476.12 (1340.78%) Valuation Oscillator Summary: Current Deviation: -56.89% Max Overvaluation: 1065.33% Max Undervaluation: -92.28% 🟢 Currently UNDERVALUED relative to long-term trend
Finding top 3 best fitting linear regression channels for BTC (log scale)... Top 3 Best Fitting Linear Regression Channels (Log Scale): ================================================================================ 1. Window Size: 1000 days R-squared: 0.935873 Daily Growth Rate: 0.1946% Annual Growth Rate: 103.32% Price Change: $87936.26 (452.70%) Start Price: $19425.00 End Price: $107361.26 2. Window Size: 750 days R-squared: 0.880095 Daily Growth Rate: 0.1952% Annual Growth Rate: 103.73% Price Change: $81013.26 (307.47%) Start Price: $26348.00 End Price: $107361.26 3. Window Size: 90 days R-squared: 0.778500 Daily Growth Rate: 0.3613% Annual Growth Rate: 272.98% Price Change: $22982.26 (27.24%) Start Price: $84379.00 End Price: $107361.26 Plotting the top 3 regression channels with adaptive projections... (Windows ≤100 days: +30d projection, Windows >100 days: +180d projection)
Results stored in 'top_channels' variable
============================================================
SUMMARY - TOP 3 BEST FITTING CHANNELS:
============================================================
#1. 1000 days | R² = 0.935873
Annual Growth: 103.32%
Price Range: $19425 → $107361 (452.7%)
PRICE PROJECTIONS:
+30 days: $127,098 ($95,206 - $169,675)
+60 days: $134,732 ($100,918 - $179,876)
+90 days: $142,824 ($106,973 - $190,690)
#2. 750 days | R² = 0.880095
Annual Growth: 103.73%
Price Range: $26348 → $107361 (307.5%)
PRICE PROJECTIONS:
+30 days: $127,141 ($93,552 - $172,791)
+60 days: $134,799 ($99,176 - $183,219)
+90 days: $142,919 ($105,137 - $194,277)
#3. 90 days | R² = 0.778500
Annual Growth: 272.98%
Price Range: $84379 → $107361 (27.2%)
PRICE PROJECTIONS:
+30 days: $126,880 ($114,315 - $140,825)
+60 days: $141,377 ($126,856 - $157,561)
+90 days: $157,532 ($140,611 - $176,488)
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +22.9% 3.8:1 $50,003 $67,362 $100,428 $131,956 $174,405 $260,240 $345,021
Fat Tails (Student-t) +9.4% 2.2:1 $-9,819 $44,813 $85,793 $117,496 $157,449 $241,841 $350,328
Skewed Normal +27.0% 4.3:1 $59,362 $75,626 $106,700 $136,333 $172,789 $242,823 $306,491
Historical Bootstrap +24.0% 3.6:1 $49,216 $66,730 $102,037 $133,093 $172,523 $254,665 $340,660
Mixed (Bootstrap + Extremes) +20.7% 2.9:1 $16,915 $53,256 $95,553 $129,569 $172,524 $263,412 $361,054
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.8% 3.4:1 $33,135 $61,558 $98,102 $129,689 $169,938 $252,596 $340,711
MEDIAN ACROSS METHODS +22.9% 3.6:1 $49,216 $66,730 $100,428 $131,956 $172,524 $254,665 $345,021
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.8%
• Target Price: $129,689
• Risk/Reward Ratio: 3.4:1
• 95% Confidence Range: $61,558 to $252,596
• Extreme Downside (5% chance): Below $61,558 (-42.7%)
• Extreme Upside (5% chance): Above $252,596 (+135.3%)
• 📈 Probability of Profit: 68.0% chance of making money
• 📉 Probability of Loss: 32.0% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +9.4% change
Risk/Reward ratio: 2.2:1
→ 99% chance Bitcoin will be ABOVE $-9,819
→ 95% chance Bitcoin will be ABOVE $44,813
→ 75% chance Bitcoin will be ABOVE $85,793
→ Median value in 90 days $117,496
→ 75% chance Bitcoin will be BELOW $157,449
→ 95% chance Bitcoin will be BELOW $241,841
→ 99% chance Bitcoin will be BELOW $350,328
================================================================================
→ VaR (5%): $44,813 (-58.3%)
→ VaR (1%): $-9,819 (-109.1%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +20.7% change
Risk/Reward ratio: 2.9:1
→ 99% chance Bitcoin will be ABOVE $16,915
→ 95% chance Bitcoin will be ABOVE $53,256
→ 75% chance Bitcoin will be ABOVE $95,553
→ Median value in 90 days $129,569
→ 75% chance Bitcoin will be BELOW $172,524
→ 95% chance Bitcoin will be BELOW $263,412
→ 99% chance Bitcoin will be BELOW $361,054
================================================================================
→ VaR (5%): $53,256 (-50.4%)
→ VaR (1%): $16,915 (-84.2%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +54.1% 7.2:1 $42,184 $62,847 $112,044 $165,435 $243,705 $429,331 $648,170
Fat Tails (Student-t) +17.8% 3.1:1 $-89,518 $21,396 $77,303 $126,445 $197,752 $377,263 $618,740
Skewed Normal +66.4% 10.8:1 $56,020 $78,830 $127,334 $178,664 $252,209 $416,314 $595,843
Historical Bootstrap +57.9% 7.3:1 $41,833 $63,466 $112,711 $169,499 $247,093 $429,823 $660,539
Mixed (Bootstrap + Extremes) +48.7% 4.7:1 $-9,445 $37,229 $99,715 $159,693 $239,489 $433,948 $713,248
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +49.0% 6.6:1 $ 8,215 $52,754 $105,821 $159,947 $236,049 $417,336 $647,308
MEDIAN ACROSS METHODS +54.1% 7.2:1 $41,833 $62,847 $112,044 $165,435 $243,705 $429,331 $648,170
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +49.0%
• Target Price: $159,947
• Risk/Reward Ratio: 6.6:1
• 95% Confidence Range: $52,754 to $417,336
• Extreme Downside (5% chance): Below $52,754 (-50.9%)
• Extreme Upside (5% chance): Above $417,336 (+288.7%)
• 📈 Probability of Profit: 74.0% chance of making money
• 📉 Probability of Loss: 26.0% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (188 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +17.8% change
Risk/Reward ratio: 3.1:1
→ 99% chance Bitcoin will be ABOVE $-89,518
→ 95% chance Bitcoin will be ABOVE $21,396
→ 75% chance Bitcoin will be ABOVE $77,303
→ Median value in 188 days $126,445
→ 75% chance Bitcoin will be BELOW $197,752
→ 95% chance Bitcoin will be BELOW $377,263
→ 99% chance Bitcoin will be BELOW $618,740
================================================================================
→ VaR (5%): $21,396 (-80.1%)
→ VaR (1%): $-89,518 (-183.4%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (188 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +48.7% change
Risk/Reward ratio: 4.7:1
→ 99% chance Bitcoin will be ABOVE $-9,445
→ 95% chance Bitcoin will be ABOVE $37,229
→ 75% chance Bitcoin will be ABOVE $99,715
→ Median value in 188 days $159,693
→ 75% chance Bitcoin will be BELOW $239,489
→ 95% chance Bitcoin will be BELOW $433,948
→ 99% chance Bitcoin will be BELOW $713,248
================================================================================
→ VaR (5%): $37,229 (-65.3%)
→ VaR (1%): $-9,445 (-108.8%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
🚀 RUNNING COMPLETE YTD ANALYSIS WITH AUTOMATIC CHART...
=== DATAFRAME PREPARATION ===
Date range: 2011-08-18 00:00:00 to 2025-06-25 00:00:00
Total data points: 5028
Price range: $2.24 to $111673.28
Using 2025 for YTD calculation
========================================================================================================================
ENHANCED DRIFT RATE COMPARISON - HISTORICAL vs YTD
========================================================================================================================
Method Hist Daily Hist Annual % YTD Daily YTD Annual % Difference %
------------------------------------------------------------------------------------------------------------------------
Simple Mean 0.003249 118.61% 0.001085 39.60% -79.00%
Geometric Mean 0.001831 94.96% 0.000844 30.81% -64.15%
Log Returns 0.001829 66.76% 0.001085 39.60% -27.16%
Volatility-Adjusted 0.002334 85.21% 0.000977 35.64% -49.56%
Rolling Window 0.002157 78.71% 0.001085 39.60% -39.11%
Regime-Aware 0.003249 118.61% 0.000844 30.81% -87.79%
SUMMARY STATISTICS:
--------------------------------------------------------------------------------
Metric Historical YTD Difference
--------------------------------------------------------------------------------
Average Annual % 93.81% 36.01% -57.80%
Median Annual % 90.09% 37.62% -52.46%
Std Dev % 19.43% 3.93% -15.49%
🎯 KEY INSIGHTS:
--------------------------------------------------
📉 YTD performance is UNDERPERFORMING historical median
• Historical median: 90.09% annually
• YTD compound annual: 30.81% annually
• Performance gap: -59.27%
📊 MONTE CARLO RECOMMENDATIONS:
--------------------------------------------------
• Conservative (lower): 0.308144 daily (11247.3% annual)
• Aggressive (higher): 0.900859 daily (32881.4% annual)
• Blended (70% hist, 30% YTD): 0.723045 daily (26391.1% annual)
• Historical median: 0.900859 daily (32881.4% annual)
• YTD-based: 0.308144 daily (11247.3% annual)
• Low historical variation allows using either mean or median
================================================================================
🎯 KEY YTD METRICS
================================================================================
📅 YTD Period: 2025-01-01 to 2025-06-25
⏱️ Days Elapsed: 175
📈 YTD Total Return: +13.74%
🎯 YTD Annual Drift: +30.81%
📊 Historical Median: +90.09%
🔄 Difference: -59.27% (UNDERPERFORMING)
📊 GENERATING PERFORMANCE CHART...
📊 CHART SUMMARY: • YTD Period: 2025-01-02 to 2025-06-25 • Current YTD Return: +13.7% • Expected at Benchmark Pace: +43.2% • Performance Gap: -29.4% • Status: UNDERPERFORMING benchmark 💾 SAVE THESE VALUES: ytd_annual_drift = 0.308144 historical_median = 0.900859 performance_gap = -59.27% 📈 Chart generated successfully! • Final YTD return: 13.7% • Final benchmark: 43.2% • Final gap: -29.4%
🎯 MARKET SIMILARITY ANALYSIS - NON-OVERLAPPING VERSION ============================================================ 📊 Calculating market features...